Page 216 - 49A Field Guide to Genetic Programming
P. 216
202 BIBLIOGRAPHY
H. M¨uhlenbein and T. Mahnig. FDA – a scalable evolutionary algorithm for the opti-
mization of additively decomposed functions. Evolutionary Computation, 7(4):353–376,
1999b.
C. J. Neely. Risk-adjusted, ex ante, optimal technical trading rules in equity markets.
International Review of Economics and Finance, 12(1):69–87, Spring 2003. URL http:
//research.stlouisfed.org/wp/1999/1999-015.pdf. GPBiB
C. J. Neely and P. A. Weller. Technical trading rules in the european monetary system.
Journal of International Money and Finance, 18(3):429–458, 1999. URL http://
research.stlouisfed.org/wp/1997/97-015.pdf. GPBiB
C. J. Neely and P. A. Weller. Technical analysis and central bank intervention. Journal
of International Money and Finance, 20(7):949–970, December 2001. URL http:
//research.stlouisfed.org/wp/1997/97-002.pdf. GPBiB
C. J. Neely, P. A. Weller, and R. Dittmar. Is technical analysis in the for-
eign exchange market profitable? A genetic programming approach. The Jour-
nal of Financial and Quantitative Analysis, 32(4):405–426, December 1997. ISSN
00221090. URL http://links.jstor.org/sici?sici=0022-1090%28199712%2932%3A4%
3C405%3AITAITF%3E2.0.CO%3B2-T. GPBiB
C. J. Neely, P. A. Weller, and J. M. Ulrich. The adaptive markets hypothesis: evidence
from the foreign exchange market. Working Paper 2006-046B, Federal Reserve Bank of
St. Louis, Research Division, P.O. Box 442, St. Louis, MO 63166, USA, August 2006.
URL http://research.stlouisfed.org/wp/2006/2006-046.pdf. Revised March 2007.
GPBiB
O. Nicolotti, V. J. Gillet, P. J. Fleming, and D. V. S. Green. Multiobjective optimization
in quantitative structure-activity relationships: Deriving accurate and interpretable
QSARs. Journal of Medicinal Chemistry, 45(23):5069–5080, November 7 2002. ISSN
0022-2623. URL http://pubs3.acs.org/acs/journals/doilookup?in_doi=10.1021/
jm020919o. GPBiB
N. Nikolaev and H. Iba. Adaptive Learning of Polynomial Networks Genetic Program-
ming, Backpropagation and Bayesian Methods. Number 4 in Genetic and Evolutionary
Computation. Springer, 2006. ISBN 0-387-31239-0. June. GPBiB
N. Y. Nikolaev and H. Iba. Genetic programming of polynomial models for financial
forecasting. In S.-H. Chen, editor, Genetic Algorithms and Genetic Programming in
Computational Finance, chapter 5, pages 103–123. Kluwer Academic Press, 2002. ISBN
0-7923-7601-3. GPBiB
A. E. Nix and M. D. Vose. Modeling genetic algorithms with Markov chains. Annals of
Mathematics and Artificial Intelligence, 5:79–88, 1992.
P. Nordin. A compiling genetic programming system that directly manipulates the ma-
chine code. In K. E. Kinnear, Jr., editor, Advances in Genetic Programming, chap-
ter 14, pages 311–331. MIT Press, 1994. URL http://cognet.mit.edu/library/books/
view?isbn=0262111888. GPBiB
P. Nordin. Evolutionary Program Induction of Binary Machine Code and its Applications.
PhD thesis, der Universitat Dortmund am Fachereich Informatik, 1997. GPBiB
P. Nordin and W. Banzhaf. Programmatic compression of images and sound. In J. R.
Koza, et al., editors, Genetic Programming 1996: Proceedings of the First Annual
Conference, pages 345–350, Stanford University, CA, USA, 28–31 July 1996. MIT
Press. URL http://www.cs.mun.ca/~banzhaf/papers/gp96.pdf. GPBiB